In the Application field, enter the full path to the My Cloud executable, WD My Cloud.exe.
If you installed My Cloud in the default location, this will be:

C:\Program Files\Western Digital\WD My Cloud\WD My Cloud.exe

The path will be slightly different on 64-bit systems:

C:\Program Files (x86)\Western Digital\WD My Cloud\WD My Cloud.exe

In the Name field, enter the name that you will call the application in AlwaysUp.
We have left it as WD My Cloud, the default, but you can specify another name if you like.

Click over to the Logon tab and enter the user name and password of the account in which you installed the My Cloud Desktop application.
This is necessary for My Cloud to find its settings.

Click over to the Startup tab and check the Ensure that the Windows Networking components have started box.
This informs AlwaysUp that My Cloud is an Internet-based application that needs the network to do its work.

We are now done configuring My Cloud with AlwaysUp, so click the Save >> button. In a couple of seconds, an application called WD My Cloud (or whatever you called yours) will show up in the AlwaysUp window.
It is not yet running though.

To start WD My Cloud from AlwaysUp, choose Application > Start "WD My Cloud". After a few seconds, the state should transition to Running:

On Windows 8/7/Vista and Server 2012/2008, My Cloud will be running in
Session 0.
Select Tools > Switch to Session 0 to transport yourself to the austere Session 0 desktop where the My Cloud window will be visible:

That's it! Next time your computer boots, WD My Cloud Desktop will start up immediately, without anyone needing to log on. Please restart your PC now and test that My Cloud works as expected after Windows comes back to life.

And please feel free to edit My Cloud in AlwaysUp to check out the many other settings that may be appropriate for your environment.
For example, send email alerts if it stops, hide the window (and prevent the
Interactive Services Detection Dialog
from flashing up on the taskbar), etc.